A variant of SDCA (Stochastic Dual Coordinate Ascent) method with primal gradient update, instead of using the proximal mappig of the conjugate loss functions which may be hard to compute.
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primal SDCA: a variant of SDCA with primal gradient update (conjugate-free)
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microsoft/pSDCA
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primal SDCA: a variant of SDCA with primal gradient update (conjugate-free)
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